+53.4%
VT vs CHD
+32.0%
+21.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.0% |
| 7D | -4.2% | +5.0% | -9.2% | -4.7% |
| 30D | -5.8% | +15.3% | -21.1% | -7.3% |
| 3M | -5.2% | +7.7% | -13.0% | -6.1% |
| 6M | +0.1% | +19.8% | -19.7% | -2.1% |
| YTD | +8.2% | +34.0% | -25.8% | +4.2% |
| 1Y | +10.1% | +30.1% | -20.0% | +6.4% |
| 3Y | +69.7% | +33.0% | +36.7% | +60.4% |
| 5Y | +53.4% | +33.1% | +20.3% | +40.5% |
| All | +53.4% | +32.0% | +21.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling